Step one, you need to provide space to install Linux. Shrink your Windows XP down by say 8 to 10-Gb. Leave the space blank and un-formatted and let Linux create and format the partitions needed.
A nice free (as in beer) tool to do this can be found by googling for SystemRescueCD, it is a good idea to get this ISO even if you do not use Linux. It's got a nice Windows password recovery tool as part of the image plus some other useful tools.